Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.229848 | 1.5758 | 0.060895 |
2 | 0.308077 | 2.1121 | 0.020012 |
3 | 0.19346 | 1.3263 | 0.095575 |
4 | 0.382561 | 2.6227 | 0.005861 |
5 | -0.089325 | -0.6124 | 0.271618 |
6 | 0.093331 | 0.6398 | 0.26269 |
7 | 0.168769 | 1.157 | 0.126555 |
8 | -0.022102 | -0.1515 | 0.440105 |
9 | -0.226237 | -1.551 | 0.063805 |
10 | -0.218918 | -1.5008 | 0.070045 |
11 | -0.020583 | -0.1411 | 0.444193 |
12 | -0.390374 | -2.6763 | 0.005108 |
13 | -0.265301 | -1.8188 | 0.037658 |
14 | -0.169709 | -1.1635 | 0.125256 |
15 | -0.008792 | -0.0603 | 0.476095 |
16 | -0.225904 | -1.5487 | 0.064078 |
17 | -0.059142 | -0.4055 | 0.34349 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.229848 | 1.5758 | 0.060895 |
2 | 0.269484 | 1.8475 | 0.035488 |
3 | 0.090839 | 0.6228 | 0.268226 |
4 | 0.293423 | 2.0116 | 0.025007 |
5 | -0.315541 | -2.1632 | 0.01782 |
6 | -0.01701 | -0.1166 | 0.453831 |
7 | 0.226214 | 1.5508 | 0.063824 |
8 | -0.237348 | -1.6272 | 0.055193 |
9 | -0.189032 | -1.2959 | 0.100662 |
10 | -0.269046 | -1.8445 | 0.03571 |
11 | 0.113869 | 0.7806 | 0.219462 |
12 | -0.177143 | -1.2144 | 0.115325 |
13 | -0.125881 | -0.863 | 0.19626 |
14 | 0.095018 | 0.6514 | 0.258976 |
15 | 0.105348 | 0.7222 | 0.236865 |
16 | 0.186069 | 1.2756 | 0.104178 |
17 | -0.058932 | -0.404 | 0.344017 |